activity
19942023
most citedApplication of the -Function Theory of Painlevé Equations to Random Matrices: PIV, PII and the GUE

193 citations · 2.8k across the 159 of their papers we have counts for

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Showing 2009Show all

7 papers · 1 filter

math-ph2009★ 5 cited

Pfaffian point process for the Gaussian real generalised eigenvalue problem

Peter J. Forrester, Anthony Mays

The generalised eigenvalues for a pair of matrices are defined as the solutions of the equation , or equivalently, for invertible,…

math-ph2009★ 21 cited

Matrix averages relating to the Ginibre ensembles

Peter J. Forrester, Eric M. Rains

The theory of zonal polynomials is used to compute the average of a Schur polynomial of argument , where is a fixed matrix and is from the real Ginibre ensemble. This g…

math-ph2009★ 32 cited

Derivation of an eigenvalue probability density function relating to the Poincare disk

Peter J. Forrester, Manjunath Krishnapur

A result of Zyczkowski and Sommers [J.Phys.A, 33, 2045--2057 (2000)] gives the eigenvalue probability density function for the top N x N sub-block of a Haar distributed matrix from…

nlin.SI2009★ 3 cited

Connection preserving deformations and -semi-classical orthogonal polynomials

Christopher M. Ormerod, Nicholas S. Witte, Peter J. Forrester

We present a framework for the study of -difference equations satisfied by -semi-classical orthogonal systems. As an example, we identify the -difference equation satisfie…

math-ph2009★ 14 cited

Tridiagonal realization of the anti-symmetric Gaussian -ensemble

Ioana Dumitriu, Peter J. Forrester

The Householder reduction of a member of the anti-symmetric Gaussian unitary ensemble gives an anti-symmetric tridiagonal matrix with all independent elements. The random variables…

math.CA2009

Differential equations for deformed Laguerre polynomials

Peter J. Forrester, Christopher M. Ormerod

The distribution function for the first eigenvalue spacing in the Laguerre unitary ensemble of finite size may be expressed in terms of a solution of the fifth Painleve transcenden…